A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure
| Year of publication: |
2008
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|---|---|
| Authors: | Wu, Liuren ; Zhang, Frank Xiaoling |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 54.2008, 6, p. 1160-1175
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